-10.5%
TEM vs SIMO
+94.5%
-105.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.6% | +6.8% | -1.9% |
| 7D | -1.3% | -16.9% | +15.6% | +0.4% |
| 30D | -9.5% | -35.4% | +25.9% | -6.3% |
| 3M | +60.7% | -31.9% | +92.6% | +64.8% |
| 6M | +35.5% | -19.3% | +54.8% | +34.9% |
| YTD | +28.0% | +98.5% | -70.4% | -6.2% |
| 1Y | -10.5% | +100.5% | -111.0% | -35.0% |
| All | -10.5% | +94.5% | -105.0% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling